Side-by-side comparison

Compare investment strategies

10-Stock Inverse-Volatility Basket with S&P 200-Day Filter vs 100% SGOV Treasury Bill Cash Holder

Every published figureShow 12 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

200-day ma, daily rebalance, inverse-vol weighting, t-bills, tactical equities, trend-following

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

Asset classes / instruments

equities

Risk metrics

Calmar ratio, out-of-sample period (out-of-sample)

2.04

45148.96

Maximum drawdown, out-of-sample period (out-of-sample)

-8.10%

-0.00%

Sharpe ratio, out-of-sample period (out-of-sample)

1.09

20.28

Standard deviation, out-of-sample period (out-of-sample)

15.27%

0.18%

Construction

Rebalance frequency

daily

Returns

Return, out-of-sample period (annualized) (out-of-sample)

16.56%

3.61%

Return, out-of-sample period (cumulative) (out-of-sample)

10.22%

0.76%

Return, trailing 1 month (out-of-sample)

2.28%

0.32%

Return, trailing 1 year (out-of-sample)

0.00%

Return, trailing 3 months (out-of-sample)

1.45%

0.00%

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources